+84.9%
USB vs MOH
+310.6%
-225.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.5% |
| 7D | +1.4% | -0.7% | +2.2% | +1.5% |
| 30D | +6.4% | +4.8% | +1.6% | +5.7% |
| 3M | -4.5% | +3.8% | -8.2% | -5.1% |
| 6M | +11.4% | +11.0% | +0.4% | +9.3% |
| YTD | +17.1% | +18.9% | -1.8% | +12.3% |
| 1Y | +32.6% | +46.5% | -13.9% | +23.2% |
| 3Y | +101.8% | -42.4% | +144.2% | +109.2% |
| 5Y | +25.1% | -31.8% | +56.9% | +23.4% |
| 10Y | +84.9% | +309.6% | -224.7% | +42.8% |
| All | +84.9% | +310.6% | -225.8% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MOH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling